+136.0%
NVO vs IJR
+172.1%
-36.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.3% |
| 7D | -7.6% | -2.2% | -5.4% | -6.9% |
| 30D | -6.0% | -4.6% | -1.4% | -4.5% |
| 3M | -0.8% | +0.2% | -1.0% | -1.0% |
| 6M | +16.5% | +14.7% | +1.7% | +11.0% |
| YTD | -11.1% | +18.9% | -30.0% | -16.1% |
| 1Y | -16.7% | +19.9% | -36.7% | -21.5% |
| 3Y | -52.9% | +53.0% | -105.9% | -59.2% |
| 5Y | -3.0% | +40.9% | -43.8% | -14.8% |
| All | +136.0% | +172.1% | -36.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling